Windows Vista: User Account Control
If you do use ShellToys with UAC enabled, certain tools designed to copy/move/rename/create/delete files and folders may fail to do anything on occasions, as a result of UAC silently blocking the action on one or more of the items you're working with. You should be able to avoid this by only working with files and folders for which you know you have the necessary permissions.
Why doesn't ShellToys prompt you for elevated privileges when necessary? Quite simply, we can't identify "necessary". We could prompt for elevation whenever any ShellToys tool was used, but ShellToys would become too irritating to be useable. Alternatively, we could prompt whenever you used a tool capable of copy/move/rename/create/delete, but you'd often be working with files that didn't actually need elevated privileges, and we'd be wasting your time again.
Instead we leave it to you. If you know (or suspect) that you're about to use a ShellToys tool to delete, move or rename a protected file, or to create a file or folder in a protected directory, hold the Shift key when clicking the ShellToys tool and you'll be prompted for permission to elevate.